Multivariate skew-normal/independent distributions: properties and inference
Liu (1996) discussed a class of robust normal/independent distributions which contains a group of thick-tailed cases. In this article, we develop a skewed version of these distributions in the multivariate setting, and we call them multivariate skew normal/independent distributions. We derive severa...
| Main Authors: | , |
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| Format: | Others |
| Language: | Español |
| Published: |
Pontificia Universidad Católica del Perú
2014
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| Subjects: | |
| Online Access: | http://revistas.pucp.edu.pe/index.php/promathematica/article/view/11234/11746 http://repositorio.pucp.edu.pe/index/handle/123456789/97108 |